+174.6%
ACM vs SHAK
+47.7%
+126.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -11.1% | -6.6% | -4.5% | -9.9% |
| 3M | -8.0% | +30.1% | -38.0% | -13.5% |
| 6M | -29.7% | -28.7% | -0.9% | -26.1% |
| YTD | -29.4% | -14.5% | -14.9% | -28.7% |
| 1Y | -46.4% | -31.9% | -14.6% | -43.5% |
| 3Y | -22.3% | -1.0% | -21.4% | -28.0% |
| 5Y | +4.5% | -18.7% | +23.2% | -3.6% |
| 10Y | +127.6% | +98.1% | +29.5% | +56.0% |
| All | +174.6% | +47.7% | +126.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling